FTHNX vs. FTVNX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017.
Performance
FTHNX vs. FTVNX - Performance Comparison
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FTHNX vs. FTVNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -15.97% |
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | -0.12% | -1.98% | 9.77% | 12.04% | -7.49% | 32.93% | 6.32% | 27.76% | -13.29% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly higher than FTVNX's -0.12% return.
FTHNX
- 1D
- 2.44%
- 1M
- -5.62%
- YTD
- 0.58%
- 6M
- 1.72%
- 1Y
- 19.98%
- 3Y*
- 15.26%
- 5Y*
- 9.50%
- 10Y*
- 13.10%
FTVNX
- 1D
- 1.71%
- 1M
- -5.75%
- YTD
- -0.12%
- 6M
- -1.08%
- 1Y
- 0.39%
- 3Y*
- 7.37%
- 5Y*
- 4.87%
- 10Y*
- —
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FTHNX vs. FTVNX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than FTVNX's 1.31% expense ratio.
Return for Risk
FTHNX vs. FTVNX — Risk / Return Rank
FTHNX
FTVNX
FTHNX vs. FTVNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FTHNX | FTVNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.02 | +1.04 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.19 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.02 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.08 | +1.64 |
Martin ratioReturn relative to average drawdown | 6.65 | 0.19 | +6.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTHNX | FTVNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.02 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.27 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.32 | +0.29 |
Correlation
The correlation between FTHNX and FTVNX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FTHNX vs. FTVNX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than FTVNX's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.28% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.60% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. FTVNX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum FTVNX drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for FTHNX and FTVNX.
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Drawdown Indicators
| FTHNX | FTVNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -42.81% | +5.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -14.52% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -20.46% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | — | — |
Current DrawdownCurrent decline from peak | -7.24% | -8.13% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -6.31% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 6.07% | -2.86% |
Volatility
FTHNX vs. FTVNX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a higher volatility of 5.74% compared to Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) at 4.58%. This indicates that FTHNX's price experiences larger fluctuations and is considered to be riskier than FTVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | FTVNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 4.58% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 12.40% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 21.23% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 18.30% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.77% | -1.67% |